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Trade: ALGO/USDT/120/RMA/BBU/1623

Strategy
ALGO/USDT/120/RMA/BBU/1623
Pair
ALGO_USDT
Interval
2h
Score
308922
Daily Profit
0.233196
Profit Factor
1.956341
Profitability
41.573034
Streak
0.000000
Best Strategy
Training Data Length
2083.250000
Evaluation Time
2025-10-08 02:52
Expiration Time
2025-12-21 23:55

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 485805.9042 506636.8391 -20830.9349 7805.8126 27568.4662 -19762.6536
Total P&L (%) 485.8059 506.6368 -20.8309 7.8058 27.5685 -19.7627
Avg Daily Profit (%) 0.2332 0.2432 -0.01 0.0036 0.0117 -0.0106
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -170999 -197908 -30645 -498742 -555819 -71606
Profit Factor 1.9563 2.2715 0.8098 1.0077 1.0326 0.8859
Total Trades 89 44 45 89 44 45
Winning Trades 37 16 21 37 16 21
Losing Trades 52 28 24 52 28 24
Profitability (%) 41.573 36.3636 46.6667 41.573 36.3636 46.6667
Ratio Avg Win / Avg Loss 2.7495 3.9752 0.9255 1.4162 1.807 1.0125
Largest Winning Trade 478388 478388 10768 470519 470519 25873
Largest Losing Trade -36696 -36696 -15757 -171802 -171802 -29282
Avg Bars in Trades 272 527 23 272 527 23
Avg Bars in Winners 393 880 22 393 880 22
Avg Bars in Losers 187 326 24 187 326 24
Bars Traded 24290 23224 1066 24290 23224 1066
Profit Streak 0 108.6613 0 0 108.6613 0
Trades During Streak 0 1 0 0 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 308922 289748 -581730 -568915 -368799 -580063
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580486400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759881136569,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 4.06619
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            485805.9041968174,
            506636.8391192997,
            -20830.9349224825,
            7805.8125891808,
            27568.4662102993,
            -19762.6536211188
        ],
        [
            485.805904,
            506.636839,
            -20.830935,
            7.805813,
            27.568466,
            -19.762654
        ],
        [
            0.233196,
            0.243195,
            -0.009999,
            0.003608,
            0.011688,
            -0.010569
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -170999,
            -197908,
            -30645,
            -498742,
            -555819,
            -71606
        ],
        [
            1.956341,
            2.271548,
            0.809838,
            1.007659,
            1.03259,
            0.885944
        ],
        [
            89,
            44,
            45,
            89,
            44,
            45
        ],
        [
            37,
            16,
            21,
            37,
            16,
            21
        ],
        [
            52,
            28,
            24,
            52,
            28,
            24
        ],
        [
            41.573034,
            36.363636,
            46.666667,
            41.573034,
            36.363636,
            46.666667
        ],
        [
            2.749452,
            3.975209,
            0.925529,
            1.416169,
            1.807033,
            1.012508
        ],
        [
            478388,
            478388,
            10768,
            470519,
            470519,
            25873
        ],
        [
            -36696,
            -36696,
            -15757,
            -171802,
            -171802,
            -29282
        ],
        [
            272,
            527,
            23,
            272,
            527,
            23
        ],
        [
            393,
            880,
            22,
            393,
            880,
            22
        ],
        [
            187,
            326,
            24,
            187,
            326,
            24
        ],
        [
            24290,
            23224,
            1066,
            24290,
            23224,
            1066
        ],
        [
            0,
            108.661303,
            0,
            0,
            108.661303,
            0
        ],
        [
            0,
            1,
            0,
            0,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            308922,
            289748,
            -581730,
            -568915,
            -368799,
            -580063
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "2h",
    "packets": 25000,
    "actual_packets": 24999,
    "evaluation_days": 2083.25,
    "actual_first_datapoint_time": 1579816800000,
    "first_datapoint_time": 1580486400000,
    "last_datapoint_time": 1759874400000,
    "evaluation_time": 1759881136569,
    "expiration_time": 1766354140800,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 94,
            "offset": 0
        }
    },
    "second_band": {
        "type": "bbu",
        "factors": {
            "length": 54,
            "offset": 0,
            "std": 4.06619
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)